AverageDrawdownParameter
StockSharp.Algo.Statistics
Average drawdown during the whole period.
Inherits: BasePnLStatisticParameter<decimal>
Constructors
AverageDrawdownParameter()
Initialize a new instance of the AverageDrawdownParameter class.
Methods
Add(DateTime, decimal, decimal?)
To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.
Reset()
Reset state.